+71.2%
RIO vs CASY
+42.6%
+28.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.6% |
| 7D | +1.9% | -4.4% | +6.3% | +2.0% |
| 30D | +5.0% | -12.0% | +17.0% | +5.1% |
| 3M | +5.1% | -2.3% | +7.5% | +4.5% |
| 6M | +17.6% | +10.5% | +7.1% | +15.7% |
| YTD | +36.3% | +33.0% | +3.3% | +35.9% |
| 1Y | +71.2% | +41.1% | +30.0% | +73.9% |
| All | +71.2% | +42.6% | +28.6% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling